+4,271.9%
MU vs STZ
+12.5%
+4,259.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.5% |
| 7D | -12.0% | +3.4% | -15.5% | -13.1% |
| 30D | -28.7% | +19.6% | -48.3% | -33.4% |
| 3M | -16.4% | +8.0% | -24.5% | -19.5% |
| 6M | -1.8% | -0.3% | -1.5% | -3.8% |
| YTD | +157.1% | +8.6% | +148.5% | +137.9% |
| 1Y | +208.5% | +17.3% | +191.2% | +175.3% |
| 3Y | +906.2% | -34.7% | +940.8% | +1,033.9% |
| 5Y | +893.4% | -27.6% | +921.0% | +947.9% |
| 10Y | +4,271.9% | +11.8% | +4,260.1% | +3,967.6% |
| All | +4,271.9% | +12.5% | +4,259.3% | +3,967.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling